COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 149,989: 46,593 29,969 1,360 28,111 8,029 15,662 18,286 18,196 46,123 33,363 12,910: 1,116 1,125
Old : 149,989: 46,593 29,969 1,360 28,111 8,029 15,662 18,286 18,196 46,123 33,363 12,910: 1,116 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,036: -1,969 301 -481 -125 -27 3,414 -1,900 -859 -159 2,637 -872: -83 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.0 0.9 18.7 5.4 10.4 12.2 12.1 30.8 22.2 8.6: 0.7 0.8
Old : 100.0: 31.1 20.0 0.9 18.7 5.4 10.4 12.2 12.1 30.8 22.2 8.6: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 16 16 . . 5 4 . 5 13 14 18:
Old : 57: 16 16 . . 5 4 . 5 13 14 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 34.8 59.9 55.2 26.4 30.8 41.6 44.7
Old : 34.7 34.8 59.9 55.2 26.4 30.8 41.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 38,812: 8,543 10,629 442 11,981 425 5,838 5,989 3,172 16,697 3,131 3,048: 647 437
Old : 38,812: 8,543 10,629 442 11,981 425 5,838 5,989 3,172 16,697 3,131 3,048: 647 437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,387: 130 -530 -65 1,550 -28 0 -160 710 120 -505 380: 140 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 27.4 1.1 30.9 1.1 15.0 15.4 8.2 43.0 8.1 7.9: 1.7 1.1
Old : 100.0: 22.0 27.4 1.1 30.9 1.1 15.0 15.4 8.2 43.0 8.1 7.9: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 13 9 . . . . 4 4 12 9 11:
Old : 45: 13 9 . . . . 4 4 12 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 53.8 76.0 79.7 55.3 47.4 67.1 66.5
Old : 58.1 53.8 76.0 79.7 55.3 47.4 67.1 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 138,036: 95,853 112,233 3,537 2,498 9,756 1,360 1,609 1,250 19,514 4,492 5,880: 886 318
Old : 138,036: 95,853 112,233 3,537 2,498 9,756 1,360 1,609 1,250 19,514 4,492 5,880: 886 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,399: 681 1,153 691 165 -341 104 151 -3 101 297 -149: 315 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 81.3 2.6 1.8 7.1 1.0 1.2 0.9 14.1 3.3 4.3: 0.6 0.2
Old : 100.0: 69.4 81.3 2.6 1.8 7.1 1.0 1.2 0.9 14.1 3.3 4.3: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 42 45 . . 4 4 4 4 8 9 10:
Old : 76: 42 45 . . 4 4 4 4 8 9 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 33.4 62.5 53.7 28.7 21.2 34.7 31.5
Old : 47.7 33.4 62.5 53.7 28.7 21.2 34.7 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 56,212: 46,005 50,745 7,838 0 1,755 0 243 100 105 2,984 385: 24 0
Old : 56,212: 46,005 50,745 7,838 0 1,755 0 243 100 105 2,984 385: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,908: 1,920 1,606 -67 0 0 -37 243 -35 28 19 75: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 90.3 13.9 0.0 3.1 0.0 0.4 0.2 0.2 5.3 0.7: 0.0 0.0
Old : 100.0: 81.8 90.3 13.9 0.0 3.1 0.0 0.4 0.2 0.2 5.3 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 22 . 0 . 0 . . . 5 .:
Old : 38: 22 22 . 0 . 0 . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 44.7 79.0 73.4 42.1 33.5 52.6 45.3
Old : 50.5 44.7 79.0 73.4 42.1 33.5 52.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 500,216: 477,869 450,921 0 8,071 19,358 0 588 1,348 0 18,289 1,641: 0 0
Old : 500,216: 477,869 450,921 0 8,071 19,358 0 588 1,348 0 18,289 1,641: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 7,300: 7,300 6,913 0 0 0 0 0 0 0 387 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.7 0.3: 0.0 0.0
Old : 100.0: 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 20 0 . . 0 . . 0 . .:
Old : 31: 18 20 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 53.1 81.6 78.5 40.2 43.0 60.7 55.7
Old : 53.6 53.1 81.6 78.5 40.2 43.0 60.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,677,861: 1,461,356 1,502,708 132,232 80,877 40,663 4,403 0 0 19,604 34,010 19,603: 0 0
Old : 1,677,861: 1,461,356 1,502,708 132,232 80,877 40,663 4,403 0 0 19,604 34,010 19,603: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 27,400: 25,015 21,453 4,312 2,003 -2,328 401 0 0 0 6,272 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 89.6 7.9 4.8 2.4 0.3 0.0 0.0 1.2 2.0 1.2: 0.0 0.0
Old : 100.0: 87.1 89.6 7.9 4.8 2.4 0.3 0.0 0.0 1.2 2.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 38 . . . . 0 0 4 6 4:
Old : 57: 34 38 . . . . 0 0 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 56.8 73.2 71.4 36.5 36.8 49.8 45.5
Old : 56.4 56.8 73.2 71.4 36.5 36.8 49.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 68,745: 64,486 57,363 0 6,278 2,268 0 925 154 724 644 1,113: 0 0
Old : 68,745: 64,486 57,363 0 6,278 2,268 0 925 154 724 644 1,113: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 3,223: 2,917 2,918 0 -258 0 0 232 154 23 48 129: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 83.4 0.0 9.1 3.3 0.0 1.3 0.2 1.1 0.9 1.6: 0.0 0.0
Old : 100.0: 93.8 83.4 0.0 9.1 3.3 0.0 1.3 0.2 1.1 0.9 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 20 0 . . 0 . . . 5 4:
Old : 34: 20 20 0 . . 0 . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 60.5 83.3 80.9 45.0 55.4 65.7 63.9
Old : 61.6 60.5 83.3 80.9 45.0 55.4 65.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 603,150: 388,838 590,660 209,360 0 0 0 0 0 1,030 8,568 3,922: 0 0
Old : 603,150: 388,838 590,660 209,360 0 0 0 0 0 1,030 8,568 3,922: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,492: 6,316 844 -4,520 0 0 0 0 0 -952 0 648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 97.9 34.7 0.0 0.0 0.0 0.0 0.0 0.2 1.4 0.7: 0.0 0.0
Old : 100.0: 64.5 97.9 34.7 0.0 0.0 0.0 0.0 0.0 0.2 1.4 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . 0 0 0 0 0 . . .:
Old : 32: 19 18 . 0 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 81.6 85.3 94.0 61.6 73.1 74.1 78.4
Old : 65.0 81.6 85.3 94.0 61.6 73.1 74.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 485,912: 431,049 452,519 27,101 0 25,401 0 0 0 1,969 7,600 392: 0 0
Old : 485,912: 431,049 452,519 27,101 0 25,401 0 0 0 1,969 7,600 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 8,669: -7,011 8,669 14,112 0 0 0 0 0 1,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 93.1 5.6 0.0 5.2 0.0 0.0 0.0 0.4 1.6 0.1: 0.0 0.0
Old : 100.0: 88.7 93.1 5.6 0.0 5.2 0.0 0.0 0.0 0.4 1.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 29 . 0 . 0 0 0 . . .:
Old : 41: 28 29 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 49.1 74.0 67.7 46.9 45.8 60.8 58.3
Old : 52.3 49.1 74.0 67.7 46.9 45.8 60.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,314: 41,385 39,898 0 228 1,768 86 86 0 738 1,740 277: 1,060 1,317
Old : 45,314: 41,385 39,898 0 228 1,768 86 86 0 738 1,740 277: 1,060 1,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 613: -254 654 0 -765 724 0 0 0 123 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 88.0 0.0 0.5 3.9 0.2 0.2 0.0 1.6 3.8 0.6: 2.3 2.9
Old : 100.0: 91.3 88.0 0.0 0.5 3.9 0.2 0.2 0.0 1.6 3.8 0.6: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 22 0 . . . . 0 . . .:
Old : 36: 23 22 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 55.7 76.4 74.0 52.5 55.1 69.9 70.2
Old : 54.0 55.7 76.4 74.0 52.5 55.1 69.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,387: 45,230 49,729 4,210 0 1,315 0 0 0 0 40 60: 572 243
Old : 51,387: 45,230 49,729 4,210 0 1,315 0 0 0 0 40 60: 572 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -55: 305 -55 -360 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 96.8 8.2 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1: 1.1 0.5
Old : 100.0: 88.0 96.8 8.2 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 31 . 0 . 0 0 0 0 . .:
Old : 45: 33 31 . 0 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 61.4 68.8 78.9 47.0 49.2 56.8 64.5
Old : 50.5 61.4 68.8 78.9 47.0 49.2 56.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,400: 59,510 63,901 4,495 0 740 0 0 0 0 655 0: 655 104
Old : 65,400: 59,510 63,901 4,495 0 740 0 0 0 0 655 0: 655 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -405: 255 -405 -675 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 97.7 6.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0: 1.0 0.2
Old : 100.0: 91.0 97.7 6.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 33 32 . 0 . 0 0 0 0 . 0:
Old : 44: 33 32 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 58.7 67.8 81.8 47.3 50.5 62.0 71.6
Old : 48.9 58.7 67.8 81.8 47.3 50.5 62.0 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,794: 18,189 16,264 0 2,190 190 0 0 0 100 0 0: 315 150
Old : 18,794: 18,189 16,264 0 2,190 190 0 0 0 100 0 0: 315 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,530: -1,825 -1,670 0 -10 0 0 0 0 0 0 0: 295 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 86.5 0.0 11.7 1.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.7 0.8
Old : 100.0: 96.8 86.5 0.0 11.7 1.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 18 0 . . 0 0 0 . 0 0:
Old : 28: 19 18 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 67.8 78.4 86.6 54.7 62.0 67.3 72.0
Old : 58.7 67.8 78.4 86.6 54.7 62.0 67.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 255,864: 190,072 254,688 64,616 0 0 0 0 0 0 0 1,176: 0 0
Old : 255,864: 190,072 254,688 64,616 0 0 0 0 0 0 0 1,176: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -8,800: -4,960 -8,800 -3,072 0 0 -768 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 99.5 25.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5: 0.0 0.0
Old : 100.0: 74.3 99.5 25.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 21 . 0 0 0 0 0 0 0 .:
Old : 31: 21 21 . 0 0 0 0 0 0 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 60.3 79.3 81.9 55.1 52.7 66.8 65.1
Old : 55.4 60.3 79.3 81.9 55.1 52.7 66.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,736: 7,096 8,113 0 0 0 154 0 0 1,276 260 0: 210 363
Old : 8,736: 7,096 8,113 0 0 0 154 0 0 1,276 260 0: 210 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -947: -800 -863 0 -233 -64 -42 0 0 -84 0 0: 43 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 92.9 0.0 0.0 0.0 1.8 0.0 0.0 14.6 3.0 0.0: 2.4 4.2
Old : 100.0: 81.2 92.9 0.0 0.0 0.0 1.8 0.0 0.0 14.6 3.0 0.0: 2.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 0 0 0 . 0 0 . . 0:
Old : 27: 18 17 0 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 57.2 76.0 78.0 61.4 52.6 72.5 67.1
Old : 61.4 57.2 76.0 78.0 61.4 52.6 72.5 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,250: 9,000 9,850 0 900 0 0 0 0 2,250 500 0: 0 0
Old : 11,250: 9,000 9,850 0 900 0 0 0 0 2,250 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -350: -200 -750 0 -100 0 0 0 0 -150 500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 87.6 0.0 8.0 0.0 0.0 0.0 0.0 20.0 4.4 0.0: 0.0 0.0
Old : 100.0: 80.0 87.6 0.0 8.0 0.0 0.0 0.0 0.0 20.0 4.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 11 0 . 0 0 0 0 . . 0:
Old : 20: 11 11 0 . 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 57.3 94.7 87.6 80.0 57.3 89.8 84.0
Old : 80.0 57.3 94.7 87.6 80.0 57.3 89.8 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,610: 17,365 14,320 0 2,355 245 0 0 0 0 650 0: 0 40
Old : 17,610: 17,365 14,320 0 2,355 245 0 0 0 0 650 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,385: -1,350 -1,275 0 35 -35 0 0 0 0 -100 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.6 81.3 0.0 13.4 1.4 0.0 0.0 0.0 0.0 3.7 0.0: 0.0 0.2
Old : 100.0: 98.6 81.3 0.0 13.4 1.4 0.0 0.0 0.0 0.0 3.7 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 20 0 . . 0 0 0 0 . 0:
Old : 35: 23 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 65.3 75.3 88.1 55.9 60.9 72.1 77.3
Old : 57.4 65.3 75.3 88.1 55.9 60.9 72.1 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,715: 14,755 14,270 50 790 1,595 0 0 0 0 0 0: 315 60
Old : 16,715: 14,755 14,270 50 790 1,595 0 0 0 0 0 0: 315 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 313: 353 -287 -190 380 190 0 -5 -25 0 0 0: -15 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 85.4 0.3 4.7 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Old : 100.0: 88.3 85.4 0.3 4.7 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 23 . . . 0 0 0 0 0 0:
Old : 29: 21 23 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 57.9 72.6 78.4 30.7 28.3 45.9 41.6
Old : 50.5 57.9 72.6 78.4 30.7 28.3 45.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,608: 14,263 11,914 551 2,366 1,180 0 0 0 0 126 0: 614 1,022
Old : 16,608: 14,263 11,914 551 2,366 1,180 0 0 0 0 126 0: 614 1,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -570: -591 -829 42 88 -42 0 0 0 0 0 0: 21 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 71.7 3.3 14.2 7.1 0.0 0.0 0.0 0.0 0.8 0.0: 3.7 6.2
Old : 100.0: 85.9 71.7 3.3 14.2 7.1 0.0 0.0 0.0 0.0 0.8 0.0: 3.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 21 . . . 0 0 0 0 . 0:
Old : 30: 23 21 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 56.4 55.7 73.1 28.0 45.6 46.9 52.9
Old : 31.6 56.4 55.7 73.1 28.0 45.6 46.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,747: 51,884 45,678 595 3,220 2,330 0 0 0 0 3,992 224: 714 303
Old : 55,747: 51,884 45,678 595 3,220 2,330 0 0 0 0 3,992 224: 714 303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 3,489: 3,498 3,013 0 565 -49 0 -55 -33 0 -115 65: 8 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 81.9 1.1 5.8 4.2 0.0 0.0 0.0 0.0 7.2 0.4: 1.3 0.5
Old : 100.0: 93.1 81.9 1.1 5.8 4.2 0.0 0.0 0.0 0.0 7.2 0.4: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 29 27 . . . 0 0 0 0 . .:
Old : 37: 29 27 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 46.8 73.4 70.5 52.4 45.3 71.6 67.6
Old : 53.2 46.8 73.4 70.5 52.4 45.3 71.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,469: 61,196 51,680 686 3,497 2,591 76 0 139 50 6,726 2,710: 21 126
Old : 67,469: 61,196 51,680 686 3,497 2,591 76 0 139 50 6,726 2,710: 21 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 2,831: 2,422 2,089 0 -114 -87 60 0 -72 -5 512 513: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 76.6 1.0 5.2 3.8 0.1 0.0 0.2 0.1 10.0 4.0: 0.0 0.2
Old : 100.0: 90.7 76.6 1.0 5.2 3.8 0.1 0.0 0.2 0.1 10.0 4.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 31 31 . . . . 0 . . 6 .:
Old : 47: 31 31 . . . . 0 . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 43.9 66.3 70.0 43.9 41.3 61.4 60.5
Old : 45.5 43.9 66.3 70.0 43.9 41.3 61.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,410: 44,340 42,565 1,215 3,640 175 0 0 0 650 0 0: 30 30
Old : 46,410: 44,340 42,565 1,215 3,640 175 0 0 0 650 0 0: 30 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 200: -280 200 480 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 91.7 2.6 7.8 0.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.1
Old : 100.0: 95.5 91.7 2.6 7.8 0.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 13 . . . 0 0 0 . 0 0:
Old : 34: 27 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 93.4 76.3 97.0 54.9 92.4 73.2 93.3
Old : 57.7 93.4 76.3 97.0 54.9 92.4 73.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,570: 44,680 43,290 1,845 4,105 175 0 0 0 810 0 0: 60 0
Old : 47,570: 44,680 43,290 1,845 4,105 175 0 0 0 810 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 245: -235 245 480 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 91.0 3.9 8.6 0.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 93.9 91.0 3.9 8.6 0.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 17 . . . 0 0 0 . 0 0:
Old : 34: 27 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 93.5 70.7 97.1 52.2 89.2 68.0 90.7
Old : 53.7 93.5 70.7 97.1 52.2 89.2 68.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 317,760: 280,904 285,591 793 19,272 7,401 408 784 0 25,862 2,320 2,392: 0 0
Old : 317,760: 280,904 285,591 793 19,272 7,401 408 784 0 25,862 2,320 2,392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,612: 1,589 -1,612 0 0 0 0 0 0 -3,201 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 89.9 0.2 6.1 2.3 0.1 0.2 0.0 8.1 0.7 0.8: 0.0 0.0
Old : 100.0: 88.4 89.9 0.2 6.1 2.3 0.1 0.2 0.0 8.1 0.7 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 29 . . . . . 0 . . .:
Old : 42: 24 29 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 48.3 74.5 69.3 41.8 42.4 64.6 57.1
Old : 50.0 48.3 74.5 69.3 41.8 42.4 64.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,323: 18,387 20,954 1,062 765 383 0 228 0 3,020 437 301: 170 255
Old : 23,323: 18,387 20,954 1,062 765 383 0 228 0 3,020 437 301: 170 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 473: 231 343 0 23 0 0 0 0 200 46 40: 2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 89.8 4.6 3.3 1.6 0.0 1.0 0.0 12.9 1.9 1.3: 0.7 1.1
Old : 100.0: 78.8 89.8 4.6 3.3 1.6 0.0 1.0 0.0 12.9 1.9 1.3: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 30 . . . 0 . 0 4 . .:
Old : 41: 22 30 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 43.0 76.9 64.6 42.3 41.9 69.7 61.4
Old : 46.2 43.0 76.9 64.6 42.3 41.9 69.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 35,414: 21,139 33,827 11,565 0 0 144 154 0 1,952 819 614: 0 0
Old : 35,414: 21,139 33,827 11,565 0 0 144 154 0 1,952 819 614: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 946: 1,616 792 -641 0 0 48 154 0 -48 29 -29: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 95.5 32.7 0.0 0.0 0.4 0.4 0.0 5.5 2.3 1.7: 0.0 0.0
Old : 100.0: 59.7 95.5 32.7 0.0 0.0 0.4 0.4 0.0 5.5 2.3 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 14 . 0 0 . . 0 . 5 .:
Old : 31: 15 14 . 0 0 . . 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 81.3 88.5 92.9 62.0 69.8 71.0 73.3
Old : 69.0 81.3 88.5 92.9 62.0 69.8 71.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 434,993: 370,360 427,473 59,483 0 5,150 0 0 0 0 2,370 0: 0 0
Old : 434,993: 370,360 427,473 59,483 0 5,150 0 0 0 0 2,370 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 7,084: 7,084 7,084 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 98.3 13.7 0.0 1.2 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 85.1 98.3 13.7 0.0 1.2 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 14 . 0 . 0 0 0 0 . 0:
Old : 29: 19 14 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 91.3 84.2 96.6 59.4 80.0 78.1 83.5
Old : 62.3 91.3 84.2 96.6 59.4 80.0 78.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 32,580: 28,122 31,347 3,672 128 64 510 0 0 126 553 0: 86 488
Old : 32,580: 28,122 31,347 3,672 128 64 510 0 0 126 553 0: 86 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 295: 295 295 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 96.2 11.3 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0: 0.3 1.5
Old : 100.0: 86.3 96.2 11.3 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . . 0 0 . . 0:
Old : 29: 16 17 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 83.0 91.1 91.7 73.7 76.7 84.8 84.0
Old : 73.9 83.0 91.1 91.7 73.7 76.7 84.8 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,498: 12,075 13,454 344 656 1,201 444 0 0 1,732 66 297: 405 824
Old : 16,498: 12,075 13,454 344 656 1,201 444 0 0 1,732 66 297: 405 824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 524: 364 526 -24 0 0 83 0 0 104 -40 -3: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 81.5 2.1 4.0 7.3 2.7 0.0 0.0 10.5 0.4 1.8: 2.5 5.0
Old : 100.0: 73.2 81.5 2.1 4.0 7.3 2.7 0.0 0.0 10.5 0.4 1.8: 2.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . . . . 0 0 . . .:
Old : 29: 16 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 49.2 73.2 68.3 45.4 46.5 64.1 62.3
Old : 52.1 49.2 73.2 68.3 45.4 46.5 64.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 192,995: 134,694 172,581 13,020 834 16,016 1,176 0 0 24,525 0 3,564: 0 0
Old : 192,995: 134,694 172,581 13,020 834 16,016 1,176 0 0 24,525 0 3,564: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 6,953: 4,644 9,706 -2,335 -5,062 2,309 1,176 0 0 1,159 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 89.4 6.7 0.4 8.3 0.6 0.0 0.0 12.7 0.0 1.8: 0.0 0.0
Old : 100.0: 69.8 89.4 6.7 0.4 8.3 0.6 0.0 0.0 12.7 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 19 . . . . 0 0 . 0 .:
Old : 31: 15 19 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 58.0 82.1 80.9 55.6 53.0 68.5 72.9
Old : 61.5 58.0 82.1 80.9 55.6 53.0 68.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,904: 10,488 8,898 2,674 3,721 410 0 411 82 208 0 0: 42 382
Old : 13,904: 10,488 8,898 2,674 3,721 410 0 411 82 208 0 0: 42 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,612: 1,583 589 214 1,147 -42 0 63 -63 -100 0 0: 20 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 64.0 19.2 26.8 2.9 0.0 3.0 0.6 1.5 0.0 0.0: 0.3 2.7
Old : 100.0: 75.4 64.0 19.2 26.8 2.9 0.0 3.0 0.6 1.5 0.0 0.0: 0.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . . . 0 . . . 0 0:
Old : 30: 18 19 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 49.4 75.9 69.7 54.2 42.1 66.4 57.7
Old : 58.2 49.4 75.9 69.7 54.2 42.1 66.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 171,910: 148,362 108,550 13,771 62,576 784 7,457 0 0 1,536 0 0: 0 0
Old : 171,910: 148,362 108,550 13,771 62,576 784 7,457 0 0 1,536 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 19,855: 14,759 -408 392 21,056 -793 5,497 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 63.1 8.0 36.4 0.5 4.3 0.0 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 86.3 63.1 8.0 36.4 0.5 4.3 0.0 0.0 0.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 19 . . . . 0 0 . 0 0:
Old : 29: 20 19 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 65.2 81.8 82.0 53.6 58.8 65.2 68.2
Old : 64.2 65.2 81.8 82.0 53.6 58.8 65.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,633: 10,825 13,102 2,251 0 4,531 0 0 0 26 0 0: 0 0
Old : 17,633: 10,825 13,102 2,251 0 4,531 0 0 0 26 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 488: 462 488 0 0 0 0 0 0 26 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 74.3 12.8 0.0 25.7 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.4 74.3 12.8 0.0 25.7 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 16 . 0 . 0 0 0 . 0 0:
Old : 22: 14 16 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 68.6 91.9 86.7 33.2 31.2 40.0 39.2
Old : 83.1 68.6 91.9 86.7 33.2 31.2 40.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,430: 7,715 7,280 250 400 0 0 700 0 0 0 0: 465 50
Old : 8,430: 7,715 7,280 250 400 0 0 700 0 0 0 0: 465 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 -115 0 0 0 0 100 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 86.4 3.0 4.7 0.0 0.0 8.3 0.0 0.0 0.0 0.0: 5.5 0.6
Old : 100.0: 91.5 86.4 3.0 4.7 0.0 0.0 8.3 0.0 0.0 0.0 0.0: 5.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 . . 0 0 . 0 0 0 0:
Old : 22: 14 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 76.0 86.4 95.6 65.0 73.8 77.3 86.7
Old : 69.5 76.0 86.4 95.6 65.0 73.8 77.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,240: 21,190 10,320 1,600 12,140 0 0 575 0 0 0 0: 450 205
Old : 23,240: 21,190 10,320 1,600 12,140 0 0 575 0 0 0 0: 450 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 70: -15 105 0 0 0 0 0 0 0 0 0: 85 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 44.4 6.9 52.2 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 1.9 0.9
Old : 100.0: 91.2 44.4 6.9 52.2 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 . . 0 0 . 0 0 0 0:
Old : 27: 19 14 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 81.0 83.1 93.6 51.7 77.3 74.9 84.9
Old : 57.3 81.0 83.1 93.6 51.7 77.3 74.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,540: 18,695 7,535 1,225 12,140 0 0 600 0 0 0 0: 620 265
Old : 20,540: 18,695 7,535 1,225 12,140 0 0 600 0 0 0 0: 620 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 335: 250 370 0 0 0 0 0 0 0 0 0: 85 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 36.7 6.0 59.1 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 3.0 1.3
Old : 100.0: 91.0 36.7 6.0 59.1 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 3.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . 0 0 . 0 0 0 0:
Old : 23: 15 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 87.8 82.4 96.8 57.5 84.9 76.7 88.7
Old : 61.5 87.8 82.4 96.8 57.5 84.9 76.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,559: 22,914 18,019 50 5,160 230 0 0 0 250 50 100: 15 0
Old : 23,559: 22,914 18,019 50 5,160 230 0 0 0 250 50 100: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 165: 270 15 0 0 0 0 0 0 -100 50 100: -105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 76.5 0.2 21.9 1.0 0.0 0.0 0.0 1.1 0.2 0.4: 0.1 0.0
Old : 100.0: 97.3 76.5 0.2 21.9 1.0 0.0 0.0 0.0 1.1 0.2 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 19 . . . 0 0 0 . . .:
Old : 35: 22 19 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 74.6 76.3 91.8 55.1 73.6 74.3 83.9
Old : 55.9 74.6 76.3 91.8 55.1 73.6 74.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,629: 21,939 17,189 0 5,210 230 0 0 0 250 0 0: 210 0
Old : 22,629: 21,939 17,189 0 5,210 230 0 0 0 250 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 76.0 0.0 23.0 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.9 0.0
Old : 100.0: 97.0 76.0 0.0 23.0 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 10 0 . . 0 0 0 . 0 0:
Old : 24: 18 10 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 82.8 80.1 97.4 64.1 79.6 80.0 86.9
Old : 64.1 82.8 80.1 97.4 64.1 79.6 80.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,285: 12,590 13,045 310 0 0 0 0 0 0 0 0: 385 240
Old : 13,285: 12,590 13,045 310 0 0 0 0 0 0 0 0: 385 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 980: 940 980 0 0 0 0 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 98.2 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 1.8
Old : 100.0: 94.8 98.2 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 21 9 . 0 0 0 0 0 0 0 0:
Old : 23: 21 9 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 90.1 74.6 97.9 45.6 75.9 62.9 77.3
Old : 51.2 90.1 74.6 97.9 45.6 75.9 62.9 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,182: 13,162 13,942 560 0 0 0 0 0 0 0 0: 460 240
Old : 14,182: 13,162 13,942 560 0 0 0 0 0 0 0 0: 460 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,230: 1,190 1,230 0 0 0 0 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 98.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.7
Old : 100.0: 92.8 98.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 22 11 . 0 0 0 0 0 0 0 0:
Old : 24: 22 11 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 90.1 68.5 97.5 43.5 77.6 60.2 78.0
Old : 45.9 90.1 68.5 97.5 43.5 77.6 60.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 105,610: 89,495 101,320 9,525 0 2,980 1,010 150 50 2,550 990 0: 0 120
Old : 105,610: 89,495 101,320 9,525 0 2,980 1,010 150 50 2,550 990 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,180: 840 1,010 340 0 0 0 50 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 95.9 9.0 0.0 2.8 1.0 0.1 0.0 2.4 0.9 0.0: 0.0 0.1
Old : 100.0: 84.7 95.9 9.0 0.0 2.8 1.0 0.1 0.0 2.4 0.9 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 31 32 4 0 . . . . . . 0:
Old : 48: 31 32 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 61.3 61.1 79.4 38.3 51.8 53.2 63.0
Old : 41.8 61.3 61.1 79.4 38.3 51.8 53.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 115,311: 96,581 111,241 12,355 0 2,460 2,650 400 200 950 840 100: 15 70
Old : 115,311: 96,581 111,241 12,355 0 2,460 2,650 400 200 950 840 100: 15 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 3,130: 2,640 2,880 290 0 0 50 250 0 50 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 96.5 10.7 0.0 2.1 2.3 0.3 0.2 0.8 0.7 0.1: 0.0 0.1
Old : 100.0: 83.8 96.5 10.7 0.0 2.1 2.3 0.3 0.2 0.8 0.7 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 36 34 4 0 . . . . . . .:
Old : 52: 36 34 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 60.7 62.7 79.0 37.3 56.9 52.8 66.1
Old : 43.3 60.7 62.7 79.0 37.3 56.9 52.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 150,457: 118,428 120,596 2,588 6,749 6,795 1,456 4,065 550 16,835 7,968 3,658: 147 76
Old : 150,457: 118,428 120,596 2,588 6,749 6,795 1,456 4,065 550 16,835 7,968 3,658: 147 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,528: 1,415 2,441 65 -1,804 -332 0 515 0 -267 76 625: 22 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 80.2 1.7 4.5 4.5 1.0 2.7 0.4 11.2 5.3 2.4: 0.1 0.1
Old : 100.0: 78.7 80.2 1.7 4.5 4.5 1.0 2.7 0.4 11.2 5.3 2.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 42 37 . . 4 . . . 8 5 7:
Old : 68: 42 37 . . 4 . . . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 56.5 48.4 69.9 28.5 48.6 43.8 58.6
Old : 29.3 56.5 48.4 69.9 28.5 48.6 43.8 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 102,737: 86,272 90,047 9,210 3,310 4,570 300 0 0 845 3,305 1,385: 155 120
Old : 102,737: 86,272 90,047 9,210 3,310 4,570 300 0 0 845 3,305 1,385: 155 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 577: 587 1,312 35 -600 -105 0 0 0 -30 0 30: 60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 87.6 9.0 3.2 4.4 0.3 0.0 0.0 0.8 3.2 1.3: 0.2 0.1
Old : 100.0: 84.0 87.6 9.0 3.2 4.4 0.3 0.0 0.0 0.8 3.2 1.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 37 31 . . 4 . 0 0 . . 4:
Old : 48: 37 31 . . 4 . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 71.2 49.7 80.8 30.5 60.5 45.3 67.3
Old : 31.1 71.2 49.7 80.8 30.5 60.5 45.3 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,590: 21,865 19,130 225 2,205 225 150 665 125 0 160 0: 0 80
Old : 22,590: 21,865 19,130 225 2,205 225 150 665 125 0 160 0: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 450: 425 375 0 50 0 50 50 -25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 84.7 1.0 9.8 1.0 0.7 2.9 0.6 0.0 0.7 0.0: 0.0 0.4
Old : 100.0: 96.8 84.7 1.0 9.8 1.0 0.7 2.9 0.6 0.0 0.7 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 12 . . . . . . 0 . 0:
Old : 32: 23 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 79.2 75.4 95.3 53.1 78.6 75.2 91.3
Old : 53.1 79.2 75.4 95.3 53.1 78.6 75.2 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,435: 18,830 16,925 275 2,100 125 50 0 125 0 0 0: 30 160
Old : 19,435: 18,830 16,925 275 2,100 125 50 0 125 0 0 0: 30 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 87.1 1.4 10.8 0.6 0.3 0.0 0.6 0.0 0.0 0.0: 0.2 0.8
Old : 100.0: 96.9 87.1 1.4 10.8 0.6 0.3 0.0 0.6 0.0 0.0 0.0: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 9 . . . . 0 . 0 0 0:
Old : 27: 21 9 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 80.2 77.2 97.2 57.0 76.9 76.8 89.9
Old : 57.0 80.2 77.2 97.2 57.0 76.9 76.8 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,159: 27,625 23,154 0 4,565 975 0 300 0 0 0 0: 559 165
Old : 29,159: 27,625 23,154 0 4,565 975 0 300 0 0 0 0: 559 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 305: 370 240 0 250 -125 0 0 0 0 0 0: 60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 79.4 0.0 15.7 3.3 0.0 1.0 0.0 0.0 0.0 0.0: 1.9 0.6
Old : 100.0: 94.7 79.4 0.0 15.7 3.3 0.0 1.0 0.0 0.0 0.0 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 25 24 0 . . 0 . 0 0 0 0:
Old : 33: 25 24 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 54.9 68.3 72.0 50.6 48.4 61.6 60.2
Old : 54.4 54.9 68.3 72.0 50.6 48.4 61.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 10,299: 8,894 9,664 770 0 635 0 0 0 0 0 0: 0 0
Old : 10,299: 8,894 9,664 770 0 635 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -330: -330 -240 40 0 -40 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 93.8 7.5 0.0 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.4 93.8 7.5 0.0 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 15 . 0 . 0 0 0 0 0 0:
Old : 20: 14 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 64.5 80.3 89.5 44.0 58.5 59.7 62.9
Old : 54.8 64.5 80.3 89.5 44.0 58.5 59.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 411,171: 353,118 355,572 793 326 55,273 0 0 0 1,987 0 0: 0 0
Old : 411,171: 353,118 355,572 793 326 55,273 0 0 0 1,987 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 4,679: 4,679 3,086 -1,267 326 1,267 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 86.5 0.2 0.1 13.4 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 86.5 0.2 0.1 13.4 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . 0 0 0 . 0 0:
Old : 22: 11 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 90.3 96.4 97.5 62.6 69.4 74.0 74.3
Old : 73.5 90.3 96.4 97.5 62.6 69.4 74.0 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 150,099: 130,820 92,017 294 48,687 5,340 0 0 0 10,820 1,485 2,570: 255 0
Old : 150,099: 130,820 92,017 294 48,687 5,340 0 0 0 10,820 1,485 2,570: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,250: -1,890 4,475 0 -6,365 640 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 61.3 0.2 32.4 3.6 0.0 0.0 0.0 7.2 1.0 1.7: 0.2 0.0
Old : 100.0: 87.2 61.3 0.2 32.4 3.6 0.0 0.0 0.0 7.2 1.0 1.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 17 . . . 0 0 0 . . .:
Old : 33: 23 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 67.1 76.8 84.2 38.4 46.5 51.7 54.9
Old : 52.7 67.1 76.8 84.2 38.4 46.5 51.7 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,993,406: 2,573,959 1,731,894 48,183 937,048 324,464 0 0 0 46,800 0 0: 0 0
Old : 2,993,406: 2,573,959 1,731,894 48,183 937,048 324,464 0 0 0 46,800 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -15,566: -19,576 23,554 0 -43,130 4,010 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 57.9 1.6 31.3 10.8 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 86.0 57.9 1.6 31.3 10.8 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 17 . . . 0 0 0 . 0 0:
Old : 30: 21 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 78.6 85.4 89.5 35.2 43.1 42.6 48.6
Old : 71.4 78.6 85.4 89.5 35.2 43.1 42.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 70,724: 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0: 0 0
Old : 70,724: 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 0 . . 0 0 0 . 0 0:
Old : 23: 14 15 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 66.9 78.6 86.7 47.8 54.8 63.0 64.9
Old : 54.3 66.9 78.6 86.7 47.8 54.8 63.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,619,053: 1,286,478 1,189,728 139,257 241,429 187,896 0 0 0 5,422 0 0: 0 0
Old : 1,619,053: 1,286,478 1,189,728 139,257 241,429 187,896 0 0 0 5,422 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 18,577: 18,577 18,577 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 73.5 8.6 14.9 11.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 73.5 8.6 14.9 11.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . . 0 0 0 . 0 0:
Old : 23: 15 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 88.4 79.3 96.9 47.3 68.6 64.1 72.7
Old : 57.2 88.4 79.3 96.9 47.3 68.6 64.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 265,088: 257,158 202,296 7,930 62,792 0 0 0 0 0 0 0: 0 0
Old : 265,088: 257,158 202,296 7,930 62,792 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 76.3 3.0 23.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 97.0 76.3 3.0 23.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . 0 0 0 0 0 0 0:
Old : 20: 12 9 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 76.9 91.3 99.1 66.4 72.7 80.1 85.8
Old : 75.0 76.9 91.3 99.1 66.4 72.7 80.1 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,021: 9,515 17,062 7,100 0 300 0 30 0 687 0 65: 354 564
Old : 18,021: 9,515 17,062 7,100 0 300 0 30 0 687 0 65: 354 564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: -100 0 0 0 0 0 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4: 2.0 3.1
Old : 100.0: 52.8 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . 0 . 0 .:
Old : 22: 10 11 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5
Old : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,246: 8,421 19,231 10,670 0 350 0 30 0 386 0 65: 354 570
Old : 20,246: 8,421 19,231 10,670 0 350 0 30 0 386 0 65: 354 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: -100 0 0 0 0 0 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.7 2.8
Old : 100.0: 41.6 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . 0 . 0 . 0 . 0 .:
Old : 21: 8 12 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8
Old : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,906: 25,662 21,920 525 5,525 100 750 0 0 1,918 2,020 300: 651 41
Old : 29,906: 25,662 21,920 525 5,525 100 750 0 0 1,918 2,020 300: 651 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -14: -89 -15 0 1 0 50 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 73.3 1.8 18.5 0.3 2.5 0.0 0.0 6.4 6.8 1.0: 2.2 0.1
Old : 100.0: 85.8 73.3 1.8 18.5 0.3 2.5 0.0 0.0 6.4 6.8 1.0: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 22 . . . . 0 0 . . .:
Old : 33: 18 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 43.3 81.0 68.8 58.0 43.3 71.6 67.8
Old : 64.6 43.3 81.0 68.8 58.0 43.3 71.6 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,926: 21,101 18,144 0 5,693 1,089 330 0 0 1,670 0 0: 736 0
Old : 24,926: 21,101 18,144 0 5,693 1,089 330 0 0 1,670 0 0: 736 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 385: 325 300 0 85 0 60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 72.8 0.0 22.8 4.4 1.3 0.0 0.0 6.7 0.0 0.0: 3.0 0.0
Old : 100.0: 84.7 72.8 0.0 22.8 4.4 1.3 0.0 0.0 6.7 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 0 . . . 0 0 . 0 0:
Old : 28: 15 19 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 55.3 82.5 79.3 39.0 42.0 59.2 57.8
Old : 57.2 55.3 82.5 79.3 39.0 42.0 59.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,180: 28,257 16,404 1,274 13,358 17 0 205 120 195 0 50: 267 26
Old : 30,180: 28,257 16,404 1,274 13,358 17 0 205 120 195 0 50: 267 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,155: 1,425 1,345 0 -190 0 0 0 0 -120 0 0: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 54.4 4.2 44.3 0.1 0.0 0.7 0.4 0.6 0.0 0.2: 0.9 0.1
Old : 100.0: 93.6 54.4 4.2 44.3 0.1 0.0 0.7 0.4 0.6 0.0 0.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 22 . . . 0 . . . 0 .:
Old : 35: 24 22 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 67.4 79.6 86.4 64.5 66.6 78.2 84.5
Old : 65.5 67.4 79.6 86.4 64.5 66.6 78.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,554: 22,173 16,616 140 6,027 606 0 165 140 0 0 0: 495 0
Old : 23,554: 22,173 16,616 140 6,027 606 0 165 140 0 0 0: 495 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 685: 675 775 100 0 -100 0 10 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 70.5 0.6 25.6 2.6 0.0 0.7 0.6 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 94.1 70.5 0.6 25.6 2.6 0.0 0.7 0.6 0.0 0.0 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 21 . . . 0 . . 0 0 0:
Old : 31: 22 21 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 66.2 78.3 84.8 58.7 63.6 69.4 75.6
Old : 63.1 66.2 78.3 84.8 58.7 63.6 69.4 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,042: 14,558 16,184 2,782 305 518 0 690 0 0 25 0: 184 320
Old : 18,042: 14,558 16,184 2,782 305 518 0 690 0 0 25 0: 184 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,370: 1,320 1,320 50 -25 0 0 50 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 89.7 15.4 1.7 2.9 0.0 3.8 0.0 0.0 0.1 0.0: 1.0 1.8
Old : 100.0: 80.7 89.7 15.4 1.7 2.9 0.0 3.8 0.0 0.0 0.1 0.0: 1.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 . . . 0 . 0 0 . 0:
Old : 25: 14 14 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 60.9 84.9 85.7 56.1 58.7 81.2 82.9
Old : 57.3 60.9 84.9 85.7 56.1 58.7 81.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,416: 9,633 13,031 3,143 250 120 0 0 0 0 0 0: 520 15
Old : 13,416: 9,633 13,031 3,143 250 120 0 0 0 0 0 0: 520 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 630: 630 630 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 97.1 23.4 1.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 0.1
Old : 100.0: 71.8 97.1 23.4 1.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 . . . 0 0 0 0 0 0:
Old : 21: 14 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 75.9 80.6 92.4 51.1 74.8 71.8 84.1
Old : 55.4 75.9 80.6 92.4 51.1 74.8 71.8 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,549: 30,915 28,789 1,460 5,185 600 0 300 0 2,259 600 0: 315 75
Old : 35,549: 30,915 28,789 1,460 5,185 600 0 300 0 2,259 600 0: 315 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 430: 110 550 50 0 0 0 0 0 384 0 0: -114 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 81.0 4.1 14.6 1.7 0.0 0.8 0.0 6.4 1.7 0.0: 0.9 0.2
Old : 100.0: 87.0 81.0 4.1 14.6 1.7 0.0 0.8 0.0 6.4 1.7 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 23 . . . 0 . 0 5 . 0:
Old : 41: 26 23 . . . 0 . 0 5 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 53.2 68.9 74.3 50.4 49.9 66.7 68.9
Old : 51.6 53.2 68.9 74.3 50.4 49.9 66.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,120: 11,485 9,914 300 3,075 60 0 0 0 1,115 0 0: 160 71
Old : 13,120: 11,485 9,914 300 3,075 60 0 0 0 1,115 0 0: 160 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -180: 216 -240 -480 0 60 0 0 0 24 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 75.6 2.3 23.4 0.5 0.0 0.0 0.0 8.5 0.0 0.0: 1.2 0.5
Old : 100.0: 87.5 75.6 2.3 23.4 0.5 0.0 0.0 0.0 8.5 0.0 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 17 . . . 0 0 0 . 0 0:
Old : 25: 18 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 69.0 73.4 86.5 41.8 63.0 66.8 76.8
Old : 43.1 69.0 73.4 86.5 41.8 63.0 66.8 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,863: 11,285 10,536 60 3,012 240 0 0 0 1,898 75 0: 380 0
Old : 13,863: 11,285 10,536 60 3,012 240 0 0 0 1,898 75 0: 380 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 350: 566 110 -480 0 240 0 0 0 24 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 76.0 0.4 21.7 1.7 0.0 0.0 0.0 13.7 0.5 0.0: 2.7 0.0
Old : 100.0: 81.4 76.0 0.4 21.7 1.7 0.0 0.0 0.0 13.7 0.5 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 21 . . . 0 0 0 . . 0:
Old : 27: 19 21 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 72.0 70.1 85.2 41.6 64.2 60.7 71.3
Old : 43.8 72.0 70.1 85.2 41.6 64.2 60.7 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,860: 50,196 47,241 0 2,540 3,585 0 140 260 0 0 0: 819 1,094
Old : 54,860: 50,196 47,241 0 2,540 3,585 0 140 260 0 0 0: 819 1,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -250: -250 600 0 0 0 0 -600 0 0 0 0: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 86.1 0.0 4.6 6.5 0.0 0.3 0.5 0.0 0.0 0.0: 1.5 2.0
Old : 100.0: 91.5 86.1 0.0 4.6 6.5 0.0 0.3 0.5 0.0 0.0 0.0: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 21 0 . . 0 . . 0 0 0:
Old : 28: 16 21 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3
Old : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,607: 43,847 39,439 0 4,035 2,765 260 0 0 0 0 0: 735 1,368
Old : 47,607: 43,847 39,439 0 4,035 2,765 260 0 0 0 0 0: 735 1,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 600 0 0 0 260 -340 -260 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 82.8 0.0 8.5 5.8 0.5 0.0 0.0 0.0 0.0 0.0: 1.5 2.9
Old : 100.0: 92.1 82.8 0.0 8.5 5.8 0.5 0.0 0.0 0.0 0.0 0.0: 1.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 18 0 . . . 0 0 0 0 0:
Old : 25: 15 18 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1
Old : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,551: 9,795 9,150 400 0 0 0 810 0 0 170 231: 125 190
Old : 10,551: 9,795 9,150 400 0 0 0 810 0 0 170 231: 125 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2: 1.2 1.8
Old : 100.0: 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . 0 0 0 . 0 0 . .:
Old : 20: 8 12 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5
Old : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,290: 22,190 16,765 0 1,200 0 0 4,310 0 0 0 0: 100 15
Old : 22,290: 22,190 16,765 0 1,200 0 0 4,310 0 0 0 0: 100 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 690: 690 840 0 0 0 0 -150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 75.2 0.0 5.4 0.0 0.0 19.3 0.0 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 99.6 75.2 0.0 5.4 0.0 0.0 19.3 0.0 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 12 0 . 0 0 . 0 0 0 0:
Old : 24: 17 12 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4
Old : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,645: 21,565 16,005 0 1,200 0 0 4,410 0 0 0 0: 80 30
Old : 21,645: 21,565 16,005 0 1,200 0 0 4,410 0 0 0 0: 80 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 975: 975 975 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 73.9 0.0 5.5 0.0 0.0 20.4 0.0 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 99.6 73.9 0.0 5.5 0.0 0.0 20.4 0.0 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 9 0 . 0 0 . 0 0 0 0:
Old : 20: 13 9 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7
Old : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,682: 51,889 64,521 4,080 605 50 7,280 0 100 2,002 0 223: 3,058 3,183
Old : 68,682: 51,889 64,521 4,080 605 50 7,280 0 100 2,002 0 223: 3,058 3,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,635: 1,589 1,439 0 0 0 -150 0 0 0 0 0: 196 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 93.9 5.9 0.9 0.1 10.6 0.0 0.1 2.9 0.0 0.3: 4.5 4.6
Old : 100.0: 75.5 93.9 5.9 0.9 0.1 10.6 0.0 0.1 2.9 0.0 0.3: 4.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 24 . . . . 0 . . 0 .:
Old : 36: 20 24 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6
Old : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,008: 48,112 60,827 2,880 545 650 6,505 0 100 4,000 0 0: 1,761 1,886
Old : 64,008: 48,112 60,827 2,880 545 650 6,505 0 100 4,000 0 0: 1,761 1,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,355: 1,105 1,105 0 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 95.0 4.5 0.9 1.0 10.2 0.0 0.2 6.2 0.0 0.0: 2.8 2.9
Old : 100.0: 75.2 95.0 4.5 0.9 1.0 10.2 0.0 0.2 6.2 0.0 0.0: 2.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 21 . . . . 0 . . 0 0:
Old : 33: 18 21 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7
Old : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,596: 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0: 866 596
Old : 23,596: 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0: 866 596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0: 3.7 2.5
Old : 100.0: 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0: 3.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . . . 0 0:
Old : 26: 17 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
Old : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,970: 21,030 19,425 0 1,755 45 250 600 0 500 0 0: 145 145
Old : 21,970: 21,030 19,425 0 1,755 45 250 600 0 500 0 0: 145 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 0.0 0.0: 0.7 0.7
Old : 100.0: 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 0.0 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 15 0 . . . . 0 . 0 0:
Old : 26: 19 15 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
Old : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,755: 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Old : 12,755: 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0: 1.8 1.0
Old : 100.0: 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . . . . . 0 . 0 0:
Old : 21: 12 9 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
Old : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Old : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 2.1
Old : 100.0: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Old : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,361: 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61: 920 710
Old : 26,361: 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61: 920 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2: 3.5 2.7
Old : 100.0: 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2: 3.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 19 0 . . . . . . . .:
Old : 30: 15 19 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
Old : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,160: 20,310 18,040 0 2,240 2,025 0 725 250 510 200 40: 1,025 640
Old : 24,160: 20,310 18,040 0 2,240 2,025 0 725 250 510 200 40: 1,025 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 245: 90 90 0 0 0 0 0 0 30 0 0: 125 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 74.7 0.0 9.3 8.4 0.0 3.0 1.0 2.1 0.8 0.2: 4.2 2.6
Old : 100.0: 84.1 74.7 0.0 9.3 8.4 0.0 3.0 1.0 2.1 0.8 0.2: 4.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 0 . . 0 . . . . .:
Old : 28: 17 18 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4
Old : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015